repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

ObservationParameters

FINOS-CDM-6.0-d07
Blue ID: BhNPmoruxq7GCQQYNno5qHswXNeWQqfrBmv1CVPheiqu

Parameters on daily observed computed rates, specifically daily caps and floors. This type is used to represent modular computed rates in interestRatePayouts.

Repository version
Type Alias
FINOS-CDM-6.0-d07/ObservationParameters
Type Definition
YAML representation of the type document
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Type References
  • DLRQwz7MQeCrzjy9bohPNwtCxKEBbKaMK65KBrwjfG6K:Text
  • 7pwXmXYCJtWnd348c2JQGBkm9C4renmZRwxbfaypsx5y:Double